I am a Quantitative Analyst on the Fixed Income team at Fairtree Asset Management.
I teach mathematics to computers.
- Mathematical modelling: interest rates, credit risk, volatility
- Systematic trading strategies
- Portfolio optimization, portfolio selection
- Programming in Python, C++, MATLAB
- Causal inference and Bayesian statistics
- Statistical Rethinking by Richard McElreath
- Dependently-typed programming in Agda
- Correct Approximate Computing
- probability theory and statistics
- compositional specification of financial contracts
- Functional programming in Haskell
- 🐘 Mathstodon